Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1662522.3437 | 7763.3159 | -1670285.6596 | -5702313.151 | 2680467.4895 | -8382780.6406 |
Total P&L (%) | -1662.5223 | 7.7633 | -1670.2857 | -5702.3132 | 2680.4675 | -8382.7806 |
Avg Daily Profit (%) | -0.9275 | 0.0043 | -0.9318 | 0 | 0.1857 | 0 |
Buy And Hold Return (%) | 317.5816 | 317.5816 | 317.5816 | 317.5816 | 317.5816 | 317.5816 |
Max Trade Drawdown | -1931351 | -60968 | -77563 | -11479382 | -2236388 | -10940890 |
Profit Factor | 0.2658 | 1.0473 | 0.2047 | 0.8054 | 1.3794 | 0.6231 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 17 | 24 | 27 | 18 | 9 |
Losing Trades | 27 | 17 | 10 | 41 | 16 | 25 |
Profitability (%) | 60.2941 | 50 | 70.5882 | 39.7059 | 52.9412 | 26.4706 |
Ratio Avg Win / Avg Loss | 0.1751 | 1.0473 | 0.0853 | 1.223 | 1.2262 | 1.7308 |
Largest Winning Trade | 33103 | 26872 | 33103 | 7747511 | 2148315 | 7747511 |
Largest Losing Trade | -1927370 | -31948 | -1927370 | -2445310 | -1807503 | -2445310 |
Avg Bars in Trades | 140 | 51 | 228 | 140 | 51 | 228 |
Avg Bars in Winners | 109 | 39 | 160 | 144 | 62 | 308 |
Avg Bars in Losers | 185 | 63 | 393 | 137 | 38 | 200 |
Bars Traded | 9524 | 1745 | 7779 | 9524 | 1745 | 7779 |
Profit Streak | 59.0638 | 163.7304 | 59.0638 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691965 | -520025 | -577565 | -696892 | 318553 | -601350 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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